+7.5%
SMR vs BBY
+14.2%
-6.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -2.8% |
| 7D | +13.1% | +1.2% | +11.9% | +12.5% |
| 30D | +17.8% | +6.8% | +11.0% | +14.6% |
| 3M | +8.1% | +18.7% | -10.6% | +0.7% |
| 6M | -11.1% | +37.3% | -48.4% | -22.3% |
| YTD | -23.7% | +35.3% | -59.0% | -33.0% |
| 1Y | -69.4% | +20.7% | -90.1% | -71.9% |
| 3Y | +82.6% | +39.4% | +43.2% | +47.7% |
| All | +7.5% | +14.2% | -6.7% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling